15 citations · 15 across the 1 of their papers we have counts for
3 papers
stat.AP2022★ 15 cited
High Dimensional Portfolio Selection with Cardinality Constraints
Jin-Hong Du, Yifeng Guo, Xueqin Wang
The expanding number of assets offers more opportunities for investors but poses new challenges for modern portfolio management (PM). As a central plank of PM, portfolio selection…
stat.ML2020
Computational analysis of pathological image enables interpretable prediction for microsatellite instability
Jin Zhu, Wangwei Wu, Yuting Zhang +4
Microsatellite instability (MSI) is associated with several tumor types and its status has become increasingly vital in guiding patient treatment decisions. However, in clinical pr…
stat.ME2019
Best Subset Selection in Reduced Rank Regression
Canhong Wen, Weiyu Li, Junxian Zhu +1
We design a new algorithm on the best subset selection model in reduced rank regression.